+137.9%
SBUX vs TRU
+228.6%
-90.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.4% |
| 7D | -3.9% | -7.2% | +3.3% | -1.5% |
| 30D | -2.8% | -2.8% | 0.0% | -2.1% |
| 3M | +8.2% | +13.0% | -4.8% | +2.7% |
| 6M | +4.3% | +0.7% | +3.6% | +2.3% |
| YTD | +23.3% | -9.0% | +32.3% | +24.2% |
| 1Y | +24.3% | -16.3% | +40.6% | +28.2% |
| 3Y | +15.5% | -1.1% | +16.5% | +5.5% |
| 5Y | -2.7% | -36.0% | +33.3% | +4.4% |
| 10Y | +128.8% | +139.9% | -11.1% | +58.5% |
| All | +137.9% | +228.6% | -90.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling